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quantstrat (version 0.8.2)

initOrders: initialize order container

Description

This function sets up the order container by portfolio.

Usage

initOrders(portfolio = NULL, symbols = NULL, initDate = "1999-12-31", ...)

Arguments

portfolio
text name of the portfolio to associate the order book with
symbols
a list of identifiers of the instruments to be contained in the Portfolio. The name of any associated price objects (xts prices, usually OHLC) should match these
initDate
date (ISO8601) prior to the first close price given in mktdata, used to initialize the order book with a dummy order
...
any other passthrough parameters

Details

If no symbols list is provided (the default) the function will attempt to retrieve the symbols list from the portfolio in the trade blotter.